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How Crypto Lending Behaves in a Falling Interest Rate Environment

How Crypto Lending Behaves in a Falling Interest Rate Environment

As traditional financial institutions adjust their lending strategies to the Federal Reserve’s rate cuts, crypto markets often follow a different path. While falling interest rates generally signal lower borrowing costs across traditional finance, the relationship in crypto is less direct. Crypto lending rates, particularly for assets like BTC, tend to move in tandem with the demand for leverage rather than central bank rate decisions.

This divergence was evident during the recent Fed’s September rate cut of 50bps. While most expected lending rates across markets to dip, crypto rates rose. The explanation lies in the unique structure of crypto lending markets, which often mirror the BTC basis trade—essentially the difference between bitcoin’s spot price and its futures price.

The Basis Trade Effect on Crypto Rates

Unlike traditional finance, crypto’s lending and borrowing rates aren’t solely driven by central bank policies. Instead, they often reflect the demand for leverage tied to market sentiment. When the Fed cut rates, signaling a more accommodative monetary policy, markets shifted to a risk-on environment, prompting traders to take on more leverage in search of higher returns. This was especially true in the case of BTC.

As investors leveraged up to buy BTC, borrowing demand surged, driving crypto lending rates higher, not lower. This dynamic reflects the broader crypto market’s response to risk. When confidence is high, demand for leverage increases, pushing rates up. In contrast, during periods of risk aversion, rates tend to fall as traders unwind their positions.

The annualized difference between the front-month futures price of Bitcoin and the spot price. If positive, the market is in contango; if negative, it is in backwardation. A declining futures basis often indicates reduced optimism about Bitcoin's near-term price movement, which can lead to lower borrowing demand for leverage.
The annualized difference between the front-month futures price of Bitcoin and the spot price. If positive, the market is in contango; if negative, it is in backwardation. A declining futures basis often indicates reduced optimism about Bitcoin's near-term price movement, which can lead to lower borrowing demand for leverage.
The Secured Overnight Financing Rate (SOFR) forward curve provides market expectations of where short-term borrowing costs will be in the future. A falling SOFR implies that market participants expect lower risk-free rates in the future. Lower risk-free rates generally mean less opportunity cost for capital, prompting more investors to seek yield in crypto markets.
The Secured Overnight Financing Rate (SOFR) forward curve provides market expectations of where short-term borrowing costs will be in the future. A falling SOFR implies that market participants expect lower risk-free rates in the future. Lower risk-free rates generally mean less opportunity cost for capital, prompting more investors to seek yield in crypto markets.

Opportunities for Institutional Players

While crypto lending rates haven't dropped as much as expected, there are still opportunities for those with access to traditional financial rails. In a declining rate environment, institutions can take advantage of cheaper financing from traditional sources. At Galaxy, we aim to pass these reduced borrowing costs on to our clients. However, the crypto market hasn't seen rates meaningfully fall yet, largely due to market sentiment and leverage demand. Still, understanding these dynamics can help institutional players capitalize on arbitrage and yield opportunities as rates eventually adjust.

Crypto’s detachment from traditional interest rate policies underscores its unique appeal. As rates fall and risk-on sentiment drives up demand for leverage, the potential for higher lending rates creates a distinct landscape for institutional borrowers and lenders. Understanding the interplay between central bank moves, market sentiment, and crypto lending dynamics is key to navigating and capitalizing on these shifts.

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